+2,399.0%
SO vs STLD
+8,684.3%
-6,285.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.2% | +3.1% | -3.3% | -0.4% |
| 30D | -4.6% | -9.0% | +4.4% | -4.0% |
| 3M | -3.0% | -12.4% | +9.3% | -2.3% |
| 6M | -8.3% | +25.5% | -33.8% | -10.0% |
| YTD | +3.5% | +43.6% | -40.1% | +0.5% |
| 1Y | -0.9% | +87.2% | -88.1% | -5.8% |
| 3Y | +45.4% | +135.2% | -89.9% | +34.6% |
| 5Y | +59.6% | +290.9% | -231.3% | +40.2% |
| 10Y | +156.6% | +1,113.5% | -956.8% | +101.1% |
| All | +2,399.0% | +8,684.3% | -6,285.3% | +1,503.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling